Pick one goal for starters. If you want to add muscle then do a hypertrophy program. If you want strength then do a strength program. Power and explosiveness require max effort and fast movements. Those do nothing for hypertrophy. Speed and agility require sprints and footwork drills.
See how they're all different? You can't possibly train for all of those at once. Lifting will diminish your ability to do plyometrics and sprints and vice versa.
Pick one goal and focus on that. You do a little maintenance work for everything else. Once you reach your goal for that aspect of training then switch to maintenance for that and focus on something else.
With a good program you can improve multiple aspects of fitness such as increased size, strength, and conditioning. However, you won't improve as much compared to picking one and pursuing it with all of your energy. Your body only has so much gas in the tank to train each day and you have to consider recovery between workouts.